+2,475.6%
AVGO vs BABA
+11.0%
+2,464.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.5% | +6.4% | +4.6% |
| 7D | 0.0% | +2.4% | -2.4% | -0.9% |
| 30D | -8.2% | -7.8% | -0.4% | -6.5% |
| 3M | -21.3% | -22.4% | +1.1% | -16.6% |
| 6M | -22.5% | -26.0% | +3.5% | -17.3% |
| YTD | -3.6% | -29.3% | +25.7% | +3.5% |
| 1Y | -6.7% | -37.5% | +30.8% | +3.4% |
| 3Y | +258.1% | +31.9% | +226.2% | +212.0% |
| 5Y | +560.9% | -33.4% | +594.3% | +566.9% |
| 10Y | +2,475.6% | +15.7% | +2,459.9% | +1,879.1% |
| All | +2,475.6% | +11.0% | +2,464.6% | +1,879.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BABA.
Daily Out/Under-Performance
Portfolio return minus BABA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BABA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BABA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling